Citi Call 25 IFX 17.06.2021/  DE000KA1CYC5  /

EUWAX
4/14/2021  8:31:36 AM Chg.+0.30 Bid1:39:26 PM Ask1:39:26 PM Underlying Strike price Expiration date Option type
10.58EUR +2.92% 10.55
Bid Size: 20,000
10.59
Ask Size: 20,000
INFINEON TECH.AG NA ... 25.00 - 6/17/2021 Call

Master data

WKN: KA1CYC
Issuer: Citi
Currency: EUR
Underlying: INFINEON TECH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 -
Maturity: 6/17/2021
Issue date: 7/1/2019
Last trading day: 6/16/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.27
Leverage: Yes

Calculated values

Fair value: 10.25
Intrinsic value: 10.25
Implied volatility: 1.20
Historic volatility: 0.41
Parity: 10.25
Time value: 0.53
Break-even: 35.78
Moneyness: 1.41
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.20
Spread %: 1.86%
Delta: 0.77
Theta: -0.02
Omega: 2.52
Rho: 0.03
 

Quote data

Open: 10.58
High: 10.58
Low: 10.58
Previous Close: 10.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month  
+16.39%
3 Months  
+0.09%
YTD  
+44.93%
1 Year  
+1527.69%
3 Years     -
5 Years     -
1W High / 1W Low: 11.52 10.28
1M High / 1M Low: 12.21 9.03
6M High / 6M Low: 12.21 2.50
High (YTD): 4/6/2021 12.21
Low (YTD): 1/4/2021 7.54
52W High: 4/6/2021 12.21
52W Low: 5/4/2020 0.52
Avg. price 1W:   10.99
Avg. volume 1W:   0.00
Avg. price 1M:   10.26
Avg. volume 1M:   0.00
Avg. price 6M:   7.64
Avg. volume 6M:   0.00
Avg. price 1Y:   4.71
Avg. volume 1Y:   5.64
Volatility 1M:   83.48%
Volatility 6M:   117.58%
Volatility 1Y:   169.20%
Volatility 3Y:   -